-75.2%
PATH vs VALE
+35.2%
-110.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +2.1% | -3.2% | +5.3% | +2.8% |
| 30D | +1.6% | -15.1% | +16.7% | +5.1% |
| 3M | -20.4% | -18.7% | -1.7% | -17.1% |
| 6M | +40.1% | -31.5% | +71.6% | +51.5% |
| YTD | -19.0% | -11.4% | -7.6% | -19.7% |
| 1Y | -5.8% | -1.9% | -4.0% | -9.4% |
| 3Y | -22.9% | +1.7% | -24.6% | -27.9% |
| All | -75.2% | +35.2% | -110.4% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling